Cramér–Rao bound

In estimation theory and statistics, the Cramér–Rao bound (CRB) or Cramér–Rao lower bound (CRLB), named in honor of Harald Cramér and Calyampudi Radhakrishna Rao who were among the first to derive it, expresses a lower bound on the variance of estimators of a deterministic parameter. The bound is also known as the Cramér–Rao inequality or the information inequality.

Cramér–Rao bound

In estimation theory and statistics, the Cramér–Rao bound (CRB) or Cramér–Rao lower bound (CRLB), named in honor of Harald Cramér and Calyampudi Radhakrishna Rao who were among the first to derive it, expresses a lower bound on the variance of estimators of a deterministic parameter. The bound is also known as the Cramér–Rao inequality or the information inequality.